+179.9%
OMC vs PBF
+289.1%
-109.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +1.9% | +6.5% | -4.6% | +0.9% |
| 30D | +12.2% | -20.0% | +32.2% | +15.3% |
| 3M | +0.6% | -3.3% | +3.9% | +0.2% |
| 6M | +21.0% | +76.8% | -55.8% | +9.5% |
| YTD | +12.4% | +168.9% | -156.6% | -6.1% |
| 1Y | +25.4% | +96.4% | -70.9% | +9.7% |
| 3Y | +29.2% | +77.2% | -48.0% | +10.2% |
| 5Y | +52.6% | +417.7% | -365.1% | +2.6% |
| 10Y | +53.6% | +264.7% | -211.1% | -12.2% |
| All | +179.9% | +289.1% | -109.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling